I have a shadow around my wrapper. I created it in photoshop and then used the background: #767987 url(background.gif) top center repeat-y; and it seems to work ok apart from a few hitches.
I want a shadow showing under the footer but how can I stop the drop shadow from going all the way into the footer as it wrapped around it and also should I place the lower shadow in a div below the footer.
It would help to see what you've done so far so we can give specific advice.
There are plenty of methods around for creating drop shadows which should help with your task.
As Ralph said we'd need to see what you have got at present to give specific advice as there are hundreds of ways to tackle this.